+212.6%
COP vs KWEB
+24.8%
+187.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -0.8% | -1.3% | +0.4% | -0.6% |
| 30D | +15.6% | -11.5% | +27.1% | +18.3% |
| 3M | +14.3% | -2.9% | +17.3% | +14.7% |
| 6M | +17.0% | -14.6% | +31.6% | +19.8% |
| YTD | +47.4% | -25.5% | +73.0% | +55.1% |
| 1Y | +52.4% | -31.1% | +83.5% | +62.6% |
| 3Y | +20.8% | +3.0% | +17.8% | +15.4% |
| 5Y | +191.7% | -42.6% | +234.3% | +208.2% |
| 10Y | +325.1% | -21.1% | +346.2% | +264.8% |
| All | +212.6% | +24.8% | +187.8% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling